T tatsimon Feb 2, 2007 #11 its true that the spread is tighter on CL than on QM, but do you always have bids/asks on every cent increment on the CL? Can anyone comment on day trading the CL and if slippage is an issue. thanks
its true that the spread is tighter on CL than on QM, but do you always have bids/asks on every cent increment on the CL? Can anyone comment on day trading the CL and if slippage is an issue. thanks
V virgin Feb 5, 2007 #12 Itotrader, Do you have a link for the CL volumes you mention ? Cannot find them back on the Nymex website. Tatsimon, Yes, you have always plenty of liquidity on each 1 cent increment for the CL
Itotrader, Do you have a link for the CL volumes you mention ? Cannot find them back on the Nymex website. Tatsimon, Yes, you have always plenty of liquidity on each 1 cent increment for the CL
C chauncey1 Feb 6, 2007 #13 CL is the stuff to trade since september/october if you're looking for crude trading. Volume has been increasing huge against QM. In my experience there is not a problem with slippage placing up to 50-75-100 contracts per side on Jan wild days.
CL is the stuff to trade since september/october if you're looking for crude trading. Volume has been increasing huge against QM. In my experience there is not a problem with slippage placing up to 50-75-100 contracts per side on Jan wild days.
O OldTrader Feb 7, 2007 #14 Is there any difference in speed of execution between CL and QM? Thanks OldTrader
P Pa(b)st Prime Feb 7, 2007 #15 Quote from OldTrader: Is there any difference in speed of execution between CL and QM? Thanks OldTrader More... WTF. Are you too into ping times and the such OT?
Quote from OldTrader: Is there any difference in speed of execution between CL and QM? Thanks OldTrader More... WTF. Are you too into ping times and the such OT?
L lwlee Feb 7, 2007 #16 I just checked the CL and it looks like where the action is at. One thing, IB has much lower margin requirements for QM.
I just checked the CL and it looks like where the action is at. One thing, IB has much lower margin requirements for QM.
V virgin Feb 7, 2007 #17 Anybody has a link to the daily volume of the CL , pit + electronic ? couldn't find it back on the Nymex website
Anybody has a link to the daily volume of the CL , pit + electronic ? couldn't find it back on the Nymex website
O OldTrader Feb 7, 2007 #18 Quote from Pa(b)st Prime: WTF. Are you too into ping times and the such OT? More... LOL! Not at all. Just satisfied with QM, but noticing the volume differential...wanting to know if I'm giving anything up if I trade CL over the screen. OldTrader
Quote from Pa(b)st Prime: WTF. Are you too into ping times and the such OT? More... LOL! Not at all. Just satisfied with QM, but noticing the volume differential...wanting to know if I'm giving anything up if I trade CL over the screen. OldTrader
O OldTrader Feb 7, 2007 #19 Quote from lwlee: I just checked the CL and it looks like where the action is at. One thing, IB has much lower margin requirements for QM. More... CL is twice the size....1000 barrels. OldTrader
Quote from lwlee: I just checked the CL and it looks like where the action is at. One thing, IB has much lower margin requirements for QM. More... CL is twice the size....1000 barrels. OldTrader
V virgin Feb 7, 2007 #20 Oldtrader, the QM is more expensive to trade because of the higher spread volume in QM is decreasing, volume in CL electronic is increasing the average spread for CL = 1.7 cent (minimum tick size 1 cent) the average spread for QM = 3.4 cent(minimum tick size 2.5 cent)
Oldtrader, the QM is more expensive to trade because of the higher spread volume in QM is decreasing, volume in CL electronic is increasing the average spread for CL = 1.7 cent (minimum tick size 1 cent) the average spread for QM = 3.4 cent(minimum tick size 2.5 cent)
